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Glau, K.
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Glau, K.
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Glau, K.
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1
The deep parametric PDE method and applications to option pricing
by
Glau
,
K
.
,
Wunderlich, L.
Published 2022
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2
Complexity reduction for calibration to American options
by
Burkovska, O.
,
Glau
,
K
.
,
Mahlstedt, M.
,
Wohlmuth, B.
Published 2019
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3
The chebyshev method for the implied volatility
by
Glau
,
K
.
,
Herold, P.
,
Madan, D.B
,
Pötz, C.
Published 2019
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Related Subjects
American option
Basket option
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Calibration
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Laplace implied volatility
Learning systems
Model reduction
Options pricing
PDE method
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Parametric partial differential equation
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Real-time evaluation
Reduced basis method (RBM)
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